+119.5%
GOOG vs EXC
+30.0%
+89.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +1.2% | -1.4% | +2.5% | +0.8% |
| 30D | -16.7% | +8.3% | -25.0% | -15.1% |
| 3M | -15.2% | +2.6% | -17.8% | -14.5% |
| 6M | -24.8% | +5.2% | -29.9% | -23.7% |
| YTD | -7.2% | +7.5% | -14.7% | -5.3% |
| 1Y | -0.1% | +3.2% | -3.3% | +1.2% |
| All | +119.5% | +30.0% | +89.5% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EXC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling